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RE: [amibroker] Re: Additions to ABtool v0.0.5 beta



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I 
totally agree with you about UM sharing his efforts. Thank you 
UM!!
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What 
are you sharing Chuck, sarchasm?  You don't seem to be interested in 
sharing any of your code. And to think I had volunteered to do something for 
you.
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<FONT face=Arial color=#0000ff 
size=2>Harrumph!
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<FONT face=Arial color=#0000ff 
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Chuck Rademacher 
  [mailto:chuck_rademacher@xxxxxxxxxx] Sent: Monday, May 05, 2003 
  8:46 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Re: Additions to ABtool v0.0.5 beta
  I 
  see the beta releases of ABTool and AmiBroker similar in that the developers 
  in both cases are anxious to share their efforts with us at the earliest 
  opportunity.   The downside to us is that every "i" hasn't been 
  dotted and the documentation tends to lag.    To be critical of 
  this method of software distribution, however, might mean that we don't see 
  such software and/or enhancements until they 
  are "finished".     I prefer to see things just as 
  they are I'm sure many others here share that sentiment.   
  
  <FONT face=Arial color=#0000ff 
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  <FONT face=Arial color=#0000ff 
  size=2>While UM is busy fixing some minor bugs and adding new features, many 
  of us are already making use of the software.   That's as close to 
  heaven as I'm likely to get in my lifetime.
  <BLOCKQUOTE 
  >
    <FONT face="Times New Roman" 
    size=2>-----Original Message-----From: Fred 
    [mailto:fctonetti@xxxxxxxxx]Sent: Monday, May 05, 2003 8:39 
    PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
    Re: Additions to ABtool v0.0.5 betaThanks for the 
    confidence.For folks that have done C++ or similar programming, 
    concepts like "\n" are probably cake as are the fact that "," can't be 
    added behind numbers in FileWriteNum statements and I know this is beta, 
    but even for those that have done their share of programming in 
    unrelated languages in the past there isn't enough info to keep this 
    from initially being a semi-painful experience.  --- In 
    amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x> 
    wrote:> Fred,> > I knew you were bright 
    enough!>   -----Original Message----->   
    From: Fred [mailto:fctonetti@xxxx]>   Sent: Monday, May 05, 
    2003 8:20 PM>   To: 
    amibroker@xxxxxxxxxxxxxxx>   Subject: [amibroker] Re: 
    Additions to ABtool v0.0.5 beta> > >   Forget 
    it ... I trial and errored it until I found what I needed.> 
    >   --- In amibroker@xxxxxxxxxxxxxxx, "Fred" 
    <fctonetti@xxxx> wrote:>   > Is this what you mean 
    by "leap frogging" ?>   >>   > Since 
    I apparently am not bright enough after several attempts 
    to>   > glean enough info out of the example in the 
    zip to get it correct,>   > can someone take the 
    example in the zip and show how one would>   
    create>   > comma delimited records in the file that 
    contain Symbol (ticker),>   > Date, and closing 
    price ?>   >>   > Thanks in 
    advance>   >>   > --- In 
    amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher">   > 
    <chuck_rademacher@x> wrote:>   > > 
    UM...>   > >>   > > You are 
    quite correct.  You have provided the tool(s) to do 
    the>   > job.  It is>   > 
    > up to the developer to take advantage of one or more of the 
    tools>   > to suit>   > > his 
    or her needs.   A little bit of creativity is all that 
    is>   > required.>   > 
    >>   > > All of these things were achievable 
    before, but your DLL sure>   makes>   > 
    it much>   > > more manageable.>   
    > >   -----Original Message----->   > 
    >   From: uenal.mutlu@xxxx 
    [mailto:uenal.mutlu@xxxx]>   > >   Sent: 
    Monday, May 05, 2003 6:56 PM>   > >   To: 
    amibroker@xxxxxxxxxxxxxxx>   > >   Subject: 
    Re: [amibroker] Re: Additions to ABtool v0.0.5 beta>   > 
    >>   > >>   > >   
    Fred, you wrote>   > >>   > 
    >   > Will the addition of the TABLE related commands allow 
    tables>   to>   > >   
    > be built in memory with symbol or stocknum along one 
    access>   and>   > >   
    > datetime along the other and then filling the cells 
    with>   > scoring or>   > 
    >   > ranking  information for each member of the 
    watchlist ?>   > >>   > 
    >   yes, of course, because now we have loops, browsing thru 
    all>   > >   stocks, file I/O, and finally 
    tables incl. exporting them to>   CSV>   
    > files.>   > >   So, I think all parts 
    are already there; it's up to you what>   > 
    you're>   > >   going to do with these 
    possibilities.>   > >>   > 
    >   In private email I had explained you how my 
    "portfolio">   > >   backtester works: via 
    AFL I compute a score and add>   > >   this 
    to the results table. That table is exported and the>   
    > >   content analyzed on a daily basis to determine the 
    stocks>   > >   to choose for that day. 
    This then is added to the "portfolio">   > 
    >   of the tester, and the tester keeps track on how good 
    or>   > >   bad the results look 
    like.>   > >>   > 
    >   I'll write a skelletton AFL code to demonstrate this 
    (though>   > >   I'm afraid I'm not that 
    knowledgeful (sp?) in this field than>   > 
    >   you and others already are if one looks to the 
    contributions>   > >   made in previous 
    discussions).>   > >>   > 
    >   But IMHO it must be done in two phases: the 
    (unfiltered)>   > >   output of AB must be 
    sorted and filtered by either an>   > >   
    external program or a second AFL script. "Unfiltered" 
    because>   > >   of the necessary 
    sorting/ranking of the calculated scores for>   > 
    >   each stock for each day. And: the results (profit, MaxDD 
    etc.)>   > >   must be computed by your 
    own code, becaue ABs BT IMHO>   > >   can't 
    be used for this. The result will usually be an autom.>   
    > >   generated CSV file for visual inspection in 
    Excel.>   > >   Just a tip: if you put all 
    the fields necessary from the stocks>   > 
    >   database (ie. quotes) to ABs result table (for export) and 
    also>   > >   do let AB do most of the 
    calculations (indicators, scores>   
    etc.),>   > then in>   > > 
    the>   > >   next phases you no more need 
    access to ABs DB or (re)calculate>   > them 
    etc...>   > >   UM>   > 
    >>   > >   PS: I'm going to implement 
    TableImport() to ABtool for>   > >   
    building such a table autom. from any external CSV 
    file...>   > >   That way also the 
    resulting table of Scan, Explore, Optimize,>   > 
    >   and Backtest can be further analyzed programmatically in 
    a>   script.>   > 
    >>   > >>   > >   
    ----- Original Message ----->   > >   From: 
    "Fred" <fctonetti@xxxx>>   > >   To: 
    <amibroker@xxxxxxxxxxxxxxx>>   > >   
    Sent: Monday, May 05, 2003 10:30 PM>   > 
    >   Subject: [amibroker] Re: Additions to ABtool v0.0.5 
    beta>   > >>   > 
    >>   > >   > 
    Uenal,>   > >   >>   
    > >   > Please reread my original email, you're answering 
    questions>   I'm>   > 
    not>   > >   > asking as opposed to the 
    ones I did ask.>   > >   
    >>   > >   > Best 
    regards>   > >   >>   
    > >   > --- In amibroker@xxxxxxxxxxxxxxx, 
    uenal.mutlu@xxxx wrote:>   > >   > > 
    Hi Fred,>   > >   > > these routines 
    are written in C++ and therefore they can of>   > 
    course>   > >   > > also be used in 
    C++ (ie. a compiler). An interpreter is by>   > 
    design>   > >   > > slower; but also 
    the cleverness of the methods/algorithms>   
    one>   > >   > > uses decides about 
    the performance of an application. So if>   > 
    done>   > >   > > efficiently, then 
    it will be fast. The alternative would be>   > 
    doing>   > >   > it 
    in>   > >   > > a compiled language 
    like C/C++ or Assembler :-) But that's>   > 
    much>   > >   > > harder than 
    realizing it in an interpreter.>   > >   
    > > The faster your machine is the faster will be the code, 
    so>   > since>   > 
    >   > > machines get much faster every quarter or so the 
    performance>   > >   > > problem 
    disappeares "naturally" if one can afford the>   > 
    >   > > newest/fastest computing 
    power.>   > >   > > BTW, I think it 
    was Chuck who wrote that the ABtool had>   
    saved>   > >   > > him about 12 hours 
    processing time.>   > >   > > It is 
    advisable that before starting a big project better>   
    one>   > >   > 
    should>   > >   > > do some speed 
    benchmarks etc.>   > >   > > 
    UM>   > >   > >>   
    > >   > >>   > >   
    > > ----- Original Message ----->   > 
    >   > > From: "Fred" 
    <fctonetti@xxxx>>   > >   > > 
    To: <amibroker@xxxxxxxxxxxxxxx>>   > 
    >   > > Sent: Monday, May 05, 2003 6:48 
    PM>   > >   > > Subject: [amibroker] 
    Re: Additions to ABtool v0.0.5 beta>   > 
    >   > >>   > >   > 
    >>   > >   > > > 
    Uenal,>   > >   > > 
    >>   > >   > > > Will the 
    addition of the TABLE related commands allow>   > tables 
    to>   > >   > be>   
    > >   > > > built in memory with symbol or stocknum 
    along one access>   and>   > 
    >   > datetime>   > >   
    > > > along the other and then filling the cells with scoring 
    or>   > >   > 
    ranking>   > >   > > > information 
    for each member of the watchlist ?>   > >   
    > > >>   > >   > > > If 
    this were the case this would allow for in memory>   > 
    scoring and>   > >   > > > ranking 
    bar by bar which one could then sort and use a>   
    test>   > for>   > >   
    > > > driving buy/sell signals.>   > 
    >   > > >>   > >   
    > > > I assume this is not what can be done given how the 
    AFL>   > processor>   > 
    >   > > > works and that in order to do what I am 
    suggesting one>   > would need>   > 
    >   > to>   > >   > > 
    > write the results out to a file in one pice of AFL 
    and>   then>   > 
    read>   > >   > it>   
    > >   > > > back in another.>   
    > >   > > >>   > 
    >   > > > I Look forward to your comments 
    ...>   > >   > > 
    >>   > >   > > > 
    Fred>   > >>   > 
    >>   > >>   > 
    >>   > 
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